Implementing a high-volume, low-latency market data processing system on commodity hardware using IBM middleware

Proceedings of the 2nd Workshop on High Performance Computational Finance, WHPCF '09

Volumn , Issue , 2009, Pages

  Zhang, Xiaolan J ^a,b   Andrade, Henrique ^a   Gedik, Buǧra ^a   King, Richard ^a   Morar, John ^a   Nathan, Senthil ^a   Park, Yoonho ^a   Pavuluri, Raju ^a   Pring, Edward ^a   Schnier, Randall ^a   Selo, Philippe ^a   Spicer, Michael ^a   Uhlig, Volkmar ^a   Venkatramani, Chitra ^a  

^a IBM T J WATSON RESEARCH CENTER   (United States)

^b University of Illinois at Urbana Champaign   (United States)

Author keywords

Commodity hardware; IBM middleware; Implementation; Market data processing

Indexed keywords

ALGORITHMIC TRADING; COMMODITY HARDWARE; DATA VOLUME; INFINIBAND; LOW LATENCY; MARKET DATA; MARKET SURVEILLANCE; MARKET-MAKER; OPTIONS MARKET; STOCK MARKET; TRANSPORT TECHNOLOGY;

DATA PROCESSING; HARDWARE; MIDDLEWARE; RISK ANALYSIS; RISK ASSESSMENT; SAFETY FACTOR; WIRELESS SENSOR NETWORKS;

COMMERCE;

EID: 74049113739     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/1645413.1645420     Document Type: Conference Paper

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